+264.0%
SPOT vs GSK
+87.4%
+176.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.2% | -2.8% |
| 7D | -0.9% | -1.8% | +0.9% | -0.6% |
| 30D | +12.5% | -2.2% | +14.7% | +12.9% |
| 3M | +9.9% | -1.8% | +11.7% | +10.1% |
| 6M | +1.6% | -10.6% | +12.2% | +3.2% |
| YTD | -6.6% | +4.4% | -11.0% | -8.2% |
| 1Y | -22.9% | +30.4% | -53.3% | -27.8% |
| 3Y | +244.3% | +60.1% | +184.2% | +199.5% |
| 5Y | +117.8% | +46.8% | +71.0% | +91.9% |
| All | +264.0% | +87.4% | +176.6% | +193.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling